spaugment - Form least squares augmented system
Syntax
S = spaugment(A,c)
S = spaugment(A)
Description
S = spaugment(A,c) creates
the sparse, square, symmetric indefinite matrix S = [c*I
A; A' 0]. The matrix S is related to
the least squares problem
min norm(b - A*x)
by
r = b - A*x
S * [r/c; x] = [b; 0]
The optimum value of the residual scaling factor c, involves min(svd(A)) and norm(r), which are usually too expensive to compute.
S = spaugment(A) without
a specified value of c, uses max(max(abs(A)))/1000.
Note
In previous versions of MATLAB product, the augmented matrix
was used by sparse linear equation solvers, \ and /, for nonsquare
problems. Now, MATLAB software performs a least
squares solve using the qr factorization
of A instead. |
See Also
spparms
 | sparse | | spconvert |  |
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